Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.345963 | 3.3897 | 0.000508 |
2 | 0.154115 | 1.51 | 0.067162 |
3 | -0.050831 | -0.498 | 0.309799 |
4 | -0.21735 | -2.1296 | 0.017882 |
5 | -0.266864 | -2.6147 | 0.005185 |
6 | -0.464787 | -4.554 | 8e-06 |
7 | -0.278496 | -2.7287 | 0.003782 |
8 | -0.208378 | -2.0417 | 0.021963 |
9 | -0.081268 | -0.7963 | 0.213922 |
10 | 0.01331 | 0.1304 | 0.448256 |
11 | 0.237992 | 2.3318 | 0.0109 |
12 | 0.739408 | 7.2447 | 0 |
13 | 0.248541 | 2.4352 | 0.008365 |
14 | 0.096831 | 0.9487 | 0.172565 |
15 | -0.076282 | -0.7474 | 0.228322 |
16 | -0.227116 | -2.2253 | 0.014202 |
17 | -0.254225 | -2.4909 | 0.00723 |
18 | -0.455775 | -4.4657 | 1.1e-05 |
19 | -0.257857 | -2.5265 | 0.006578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.345963 | 3.3897 | 0.000508 |
2 | 0.039106 | 0.3832 | 0.351225 |
3 | -0.13151 | -1.2885 | 0.100329 |
4 | -0.19387 | -1.8995 | 0.030248 |
5 | -0.140447 | -1.3761 | 0.085996 |
6 | -0.368432 | -3.6099 | 0.000245 |
7 | -0.070318 | -0.689 | 0.246252 |
8 | -0.152337 | -1.4926 | 0.069412 |
9 | -0.134516 | -1.318 | 0.095322 |
10 | -0.169645 | -1.6622 | 0.04987 |
11 | 0.095669 | 0.9374 | 0.175462 |
12 | 0.641255 | 6.283 | 0 |
13 | -0.361122 | -3.5383 | 0.000311 |
14 | -0.284206 | -2.7846 | 0.003228 |
15 | 0.02001 | 0.1961 | 0.422489 |
16 | -0.065997 | -0.6466 | 0.259707 |
17 | -0.126664 | -1.2411 | 0.108806 |
18 | -0.139807 | -1.3698 | 0.086969 |
19 | -0.052419 | -0.5136 | 0.304358 |